Question: If X is a continuous random variable having distribution F show that. (a) F(X) is uniformly distributed over (0, 1), (b) if U is a

If X is a continuous random variable having distribution F show that.

(a) F(X) is uniformly distributed over (0, 1),

(b) if U is a uniform (0, 1) random variable, then F(U) has distribution F, where F(x) is that value of y such that F(y) = x

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